Prof. Kogan Shimon
Dr. Shimon Kogan is a Senior Lecturer (with tenure) of Finance at Arison School of Business at the IDC. Dr. Kogan holds an MBA and a Ph.D. in Finance from Haas School of Business at the University of California at Berkeley, California, and a BA from Tel Aviv University.
He is currently a Visiting Associate Professor at MIT Sloan School of management. Perviously, he was on the faculty at Carnegie Mellon University, University of Texas at Austin, and Wharton. He held a number of investment management positions and consulted hedge funds.
His research focuses on behavioral finance with application to asset pricing. He is interested in understanding how information is processed in markets and his approach is interdisciplinary, integrating tools and insights from both psychology and computer science. Dr. Kogan's research appeared in some of the profession's top journals such as the Review of Financial Studies, Journal of Finance, and the American Economic Review.
« Information, Trading, and Volatility: Evidence from Firm-Specific News», with Jacob Boudoukh, Ronen Feldman, and Matthew Richardson, AQR Research Excellence Award Finalist. The Review of Financial Studies, Volume 32, Issue 3, 1 2019, Pages 992–1033
« Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry », with Vincent Glode, Burton Hollifield, and Marcin Kacperczyk, Behavioral Finance: Where do Investors Bi- ases Come From?, Itzhak Venezia [ed.], World Scientific Publishing Co., 2016, pp. 67-113.
« Investor Inattention and the Market Impact of Summary Statistics », with Thomas Gilbert, Lars Lochstoer, and Ataman Ozyildirim, Management Science, Special Issue on Behavioral Eco- nomics and Finance, 2012, 58(2), pp. 336-350.
« Predicting Risk from Financial Reports with Regression », with Dimitry Levin, Bryan Rout- ledge, Jacob Sagi, and Noah Smith, Proceedings of the North American Association for Compu- tational Linguistics Human Language Technologies Conference, Boulder, CO, May/June 2009.